+117.8%
FFIV vs HALO
+689.5%
-571.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | -32.4% | -14.2% | -18.2% | -30.7% |
| 3M | -25.7% | -0.4% | -25.3% | -26.1% |
| 6M | -13.5% | +43.2% | -56.7% | -20.4% |
| YTD | +21.1% | +49.0% | -27.9% | +10.1% |
| 1Y | +29.4% | +40.8% | -11.4% | +18.8% |
| 3Y | +94.9% | +167.4% | -72.5% | +50.1% |
| 5Y | +34.7% | +157.4% | -122.6% | +1.9% |
| All | +117.8% | +689.5% | -571.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling